TÃtulo : |
Handbook of econometrics |
Tipo de documento: |
TEXTO IMPRESO |
Autores: |
James J. Heckman, ; Edward E. Leamer, |
Editorial: |
Amsterdam : Elsevier Science |
Fecha de publicación: |
2001 |
Colección: |
Handbooks in Economics num. 2 |
Número de páginas: |
3843 p. |
Dimensiones: |
25 cm. |
ISBN/ISSN/DL: |
0-444-82340-9 |
Nota general: |
La Biblioteca posee el Vol. 5 |
Idioma : |
Inglés (eng) |
Descriptores: |
EconometrÃa ; EconomÃa planificada ; INDICADORES ECONOMICOS ; MODELO ECONOMETRICO
|
Clasificación: |
330.43 Econometría |
Nota de contenido: |
Volumen I: 1.Linear algebra and matrix methods in econometrics – 2.Statistical theory and econometrics – 3.Economic and econometric models – 4.Identification – 5.Model choise and specification analysis – 6.Nonlinear regression models – 7.Specification and estimation of simultaneous Equation models – 8.Exact small sample Theory in the simultaneous equations model – 9.Bayesian analysis of simultaneous Equation systems – 10.Based estimation – 11.Estimation for dirty data and flawed model – 12.Computational problems and methods – Volumen II: 13.Wald.likelihood ratio,and lagrange multiplier tests in Econometrics – 14.Multiple Hypothesis testing – 15.Aproximating the Distributions of econometric Estimators ans test statistics – 16.Monte carlo experimentation in econometrics – 17.Time series and spectral methods in econometrics – 18.Dynamic specification – 19.Inference and causality economic time series models – 20.Continuos time stochastic models and issues of Aggregation over time – 21.Random and changing coefficient models – 22.Panel data – 23.Latent variable models in econometrics – 24.Econometric analysis of qualitative response models – Volumen iii: 25.Economic data issues – 26.Functional forms in econometric model building – 27.Limited dependent variables – 28.Desequilibrium,self-selection.and switching models – 29.Econometric analysis of longitudinal data – 30.Demand analysis – 31.Econometric methods for modeling producer behavior – 32.Labir econometrics – 33.Evaluating and predictive accuracy of models – 34.Econometric approaches to stabilization policy in stochastic models of macroecnomic fluctuational - 35.Economic policy formation – Volumen IV: 36.Large sample estimation and hipothesis testing – 37.Empirical procces methods econometrics – 38.Applied nonparametric methods – 39.Methodology and theory for the bootstrap – 40.Classical Estimation methods for LDV models using simulation – 41.Estimation of semiparametric models – 42.Restrictions of economic theory in nonparametric methods – 43.Analog Estimation of econometric models – 44.Testing non-nested Hypotheses – 45.Estimation and indeference for dependent processes – 46.Unit Roots ,strucrural breaks and trends – 47.Vector autoregression and cointegration – 48.Aspects modelling nonliniear time series – 49.Arch models – 50.State-space – 51.Structural Estimation of Markov decision processes – Volumen V : 52.The bootstrap – 53.Panel data models :some recent development – 54.Interaction-based models – 55.Interactin models :specification,identification and multiple durations – 56.Computationally intensive methods:computation and indeference – 57.Markov chain monte carlo methods :computation and indeference – 58.Calibration – 59.Meansurement Error in survey data. |
Link: |
https://biblioeco.unsa.edu.ar/pmb/opac_css/index.php?lvl=notice_display&id=56998 |
Ubicación : |
330.43 H448 v.5 |